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On the validity of the Durbin-Watson test
Miyashita, Hiroshi - In: KSU economic and business review 12 (1985), pp. 46-53
Persistent link: https://www.econbiz.de/10001015303
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The exact moments of ordinary least squares estimators for Koyck distributed lag models
Hoque, Asraul - In: International economic review 27 (1986) 1, pp. 245-260
Persistent link: https://www.econbiz.de/10001008485
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Monte Carlo studies on a linear model with autocorrelated error terms
Miyashita, Hiroshi - In: The economic studies quarterly : the journal of the … 37 (1986) 3, pp. 248-258
Persistent link: https://www.econbiz.de/10001014034
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The first moment of an ordinary least squares estimate for bivariate Koyck distributed lag models
Kataoka, Yusaku - In: The economic studies quarterly : the journal of the … 41 (1990) 3, pp. 205-220
Persistent link: https://www.econbiz.de/10001098475